LAUSR

In this paper, we study a new type of differential game problems of backward stochastic differential delay equations under partial information. A class of time-advanced stochastic differential equations ASDEs is introduced as the adjoint process via duality relation. By means of ASDEs, we suggest the necessary and sufficient conditions called maximum principle for an equilibrium point of non-zero sum games. As an application, an economic problem is putted into our framework to illustrate the theoretical results. In terms of the maximum principle and some auxiliary filtering results, an equilibrium point is obtained.